Trading Metrics calculated at close of trading on 20-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2015 |
20-May-2015 |
Change |
Change % |
Previous Week |
Open |
5,680.0 |
5,627.0 |
-53.0 |
-0.9% |
5,650.0 |
High |
5,688.0 |
5,633.0 |
-55.0 |
-1.0% |
5,762.0 |
Low |
5,613.0 |
5,578.0 |
-35.0 |
-0.6% |
5,573.0 |
Close |
5,620.0 |
5,605.0 |
-15.0 |
-0.3% |
5,747.0 |
Range |
75.0 |
55.0 |
-20.0 |
-26.7% |
189.0 |
ATR |
78.5 |
76.9 |
-1.7 |
-2.1% |
0.0 |
Volume |
37,337 |
32,884 |
-4,453 |
-11.9% |
133,319 |
|
Daily Pivots for day following 20-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,770.3 |
5,742.7 |
5,635.3 |
|
R3 |
5,715.3 |
5,687.7 |
5,620.1 |
|
R2 |
5,660.3 |
5,660.3 |
5,615.1 |
|
R1 |
5,632.7 |
5,632.7 |
5,610.0 |
5,619.0 |
PP |
5,605.3 |
5,605.3 |
5,605.3 |
5,598.5 |
S1 |
5,577.7 |
5,577.7 |
5,600.0 |
5,564.0 |
S2 |
5,550.3 |
5,550.3 |
5,594.9 |
|
S3 |
5,495.3 |
5,522.7 |
5,589.9 |
|
S4 |
5,440.3 |
5,467.7 |
5,574.8 |
|
|
Weekly Pivots for week ending 15-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,261.0 |
6,193.0 |
5,851.0 |
|
R3 |
6,072.0 |
6,004.0 |
5,799.0 |
|
R2 |
5,883.0 |
5,883.0 |
5,781.7 |
|
R1 |
5,815.0 |
5,815.0 |
5,764.3 |
5,849.0 |
PP |
5,694.0 |
5,694.0 |
5,694.0 |
5,711.0 |
S1 |
5,626.0 |
5,626.0 |
5,729.7 |
5,660.0 |
S2 |
5,505.0 |
5,505.0 |
5,712.4 |
|
S3 |
5,316.0 |
5,437.0 |
5,695.0 |
|
S4 |
5,127.0 |
5,248.0 |
5,643.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,762.0 |
5,578.0 |
184.0 |
3.3% |
65.0 |
1.2% |
15% |
False |
True |
28,987 |
10 |
5,762.0 |
5,559.0 |
203.0 |
3.6% |
73.1 |
1.3% |
23% |
False |
False |
29,528 |
20 |
5,985.0 |
5,559.0 |
426.0 |
7.6% |
72.9 |
1.3% |
11% |
False |
False |
28,317 |
40 |
6,000.0 |
5,559.0 |
441.0 |
7.9% |
63.0 |
1.1% |
10% |
False |
False |
24,832 |
60 |
6,000.0 |
5,559.0 |
441.0 |
7.9% |
58.0 |
1.0% |
10% |
False |
False |
23,087 |
80 |
6,000.0 |
5,441.0 |
559.0 |
10.0% |
52.5 |
0.9% |
29% |
False |
False |
17,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,866.8 |
2.618 |
5,777.0 |
1.618 |
5,722.0 |
1.000 |
5,688.0 |
0.618 |
5,667.0 |
HIGH |
5,633.0 |
0.618 |
5,612.0 |
0.500 |
5,605.5 |
0.382 |
5,599.0 |
LOW |
5,578.0 |
0.618 |
5,544.0 |
1.000 |
5,523.0 |
1.618 |
5,489.0 |
2.618 |
5,434.0 |
4.250 |
5,344.3 |
|
|
Fisher Pivots for day following 20-May-2015 |
Pivot |
1 day |
3 day |
R1 |
5,605.5 |
5,668.5 |
PP |
5,605.3 |
5,647.3 |
S1 |
5,605.2 |
5,626.2 |
|